I noticed that there different types of box sets, and regular DVD's are more expensive than the (HYB) DVD box sets. Can someone tell me why and what the differences are?

What's a HYB or hybrid DVD?

Do you really want the answer to this one? Ok, you asked for it...

A disc that works in both DVD-Video players and DVD-ROM PCs. (More accurately called an enhanced DVD)
A DVD-ROM disc that runs on Windows and Mac OS computers. (More accurately called a cross-platform DVD.)
A DVD-ROM or DVD-Video disc that also contains Web content for connecting to the Internet. (More accurately called a WebDVD or Enhanced DVD.)
A disc that contains both DVD-Video and DVD-Audio content or SACD content. (More accurately called a universal or AV DVD. The DVD-Audio standard allows this. The SACD standard does not officially allow video, so it's unclear what a given SACD player will do with a hybrid SACD+DVD-Video disc.) Other variations of this hybrid would be a disc with both DVD-Audio and SACD content, or a disc with all three formats.
A disc with two layers, one that can be read in DVD players and one that can be read in CD players. (More accurately called a legacy or CD-compatible disc.) There are at least three variations of this hybrid, although most aren't commercially available:
A 0.9- to 1.2-mm CD substrate bonded to the back of a 0.6 mm DVD substrate. One side can be read by CD players, the other side by DVD players. The resulting disc is 0.6 mm thicker than a standard CD or DVD, which can cause problems in players with tight tolerances, such as portables. Sonopress, the first company to announce this type, calls it DVDPlus. It's colloquially known as a fat disc. There's a variation in which an 8-cm data area is embedded in a 12-cm substrate so that a label can be printed on the outer ring.
A 0.6-mm CD substrate bonded to a semitransparent 0.6 mm DVD substrate. Both layers are read from the same side, with the CD player being required to read through the semitransparent DVD layer, causing problems with some CD players. The trick is to make the semitransparent layer "invisible" to 780-nm CD lasers. This is the format used for hybrid SACDs.
A 0.6-mm CD substrate, with a special refractive coating that causes a 1.2 mm focal depth, bonded to the back of a 0.6 mm DVD substrate. One side can be read by CD players, the other side by DVD players.
A 0.6-mm DVD substrate bonded to a CD+DVD hybrid substrate (#2 in this subsection). This disc would be readable by SACD and CD players on one side and by standard DVD players on the other (since most standard DVD players are confused by a hybrid disc with only a semitransparent layer).
A disc with two layers or two sections one containing pressed (DVD-ROM) data and one containing rewritable (DVD-RAM or other) media for recording. (More accurately called a DVD-PROM , mixed-media, or rewritable sandwich disc.)
A disc with two layers on one side and one layer on the other. (More accurately called a DVD-14.)
A disc with an embedded memory chip for storing custom usage data and access codes. (More accurately called a chipped DVD.)
A disc that has a foreign language dubbed audio track and also has subtitles in that language.

Basically:*A DVD hybrid, or Enhanced DVD, is a standard DVD Video disc that also contains additional content only playable on a computer. So they are cheaper because you can only watch them on your computer, assuming your computer is updated for that format!

Also it's sometimes the name for discs such as HD DVD and Blu-ray before they were released. This was started when the CEO of Sony called for a "Hybrid DVD that all DVD players can use and extend to all the beauty and surreal images of a High Definition display." But my first example is probably what you are referring too~